+82.5%
XOP vs TECK
+235.5%
-153.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +2.6% | -0.3% | +2.9% | +2.6% |
| 30D | +15.4% | +4.6% | +10.8% | +13.1% |
| 3M | +12.1% | +2.8% | +9.2% | +8.8% |
| 6M | +19.7% | +24.9% | -5.2% | +4.4% |
| YTD | +52.4% | +44.7% | +7.7% | +23.6% |
| 1Y | +47.6% | +112.0% | -64.4% | +0.4% |
| 3Y | +34.4% | +67.6% | -33.2% | -3.9% |
| 5Y | +154.4% | +200.3% | -46.0% | +35.7% |
| 10Y | +54.7% | +358.2% | -303.5% | -38.9% |
| All | +82.5% | +235.5% | -153.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling